+1,121.8%
BNY vs YUM
+4,000.0%
-2,878.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.0% |
| 7D | -1.3% | -6.1% | +4.7% | +1.5% |
| 30D | -0.2% | -5.8% | +5.7% | +2.4% |
| 3M | +14.9% | -7.6% | +22.6% | +18.3% |
| 6M | +40.0% | -9.1% | +49.1% | +44.7% |
| YTD | +42.0% | -5.5% | +47.5% | +43.5% |
| 1Y | +56.9% | -3.7% | +60.6% | +56.4% |
| 3Y | +289.9% | +17.8% | +272.1% | +248.7% |
| 5Y | +259.2% | +19.3% | +239.9% | +217.6% |
| 10Y | +413.3% | +170.7% | +242.6% | +203.1% |
| All | +1,121.8% | +4,000.0% | -2,878.2% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling